Goldman Sachs Call 45 CMCSA 20.09.2024
/ DE000GG6DNJ0
Goldman Sachs Call 45 CMCSA 20.09.../ DE000GG6DNJ0 /
05/08/2024 11:44:57 |
Chg.+0.013 |
Bid16:24:20 |
Ask16:24:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+68.42% |
0.021 Bid Size: 200,000 |
0.023 Ask Size: 200,000 |
Comcast Corporation |
45.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
GG6DNJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
04/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
110.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
-0.47 |
Time value: |
0.03 |
Break-even: |
41.57 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
1.77 |
Spread abs.: |
0.01 |
Spread %: |
26.92% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
17.93 |
Rho: |
0.01 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.019 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+113.33% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
-23.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.024 |
0.015 |
1M High / 1M Low: |
0.045 |
0.008 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
428.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |